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Maximum Likelihood Estimation of Utility Functions Using Stata
16 references·15 citing·39 second hopsampled
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References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 2001Discrete Choice Methods with Simulation7,927 cited
  • 2002Risk Aversion and Incentive Effects5,973 cited
  • 1982A theory of anticipated utility3,136 cited
  • 2008Eliciting Risk and Time Preferences1,270 cited
  • 1994Investigating Generalizations of Expected Utility Theory Using Experimental Data1,100 cited
  • 2007Fitting Mixed Logit Models by Using Maximum Simulated Likelihood813 cited
  • 1994Violations of the betweenness axiom and nonlinearity in probability739 cited
  • 2008Risk Aversion in the Laboratory672 cited
  • 2006Cumulative prospect theory's functional menagerie482 cited
  • 1967Letter to the Editor—Additive Utilities with Incomplete Product Sets: Application to Priorities and Assignments468 cited
  • 2007Estimating risk attitudes in Denmark: A Field Experiment453 cited
  • 2008Expected utility theory and prospect theory: one wedding and a decent funeral424 cited
  • 1979The Foundations of a Positive Theory of Choice Involving Risk and a Criticism of the Postulates and Axioms of the American School (1952)

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372 cited
  • 1991Rank- and sign-dependent linear utility models for finite first-order gambles306 cited
  • Cited by

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    • 2010Behavioral Econometrics for Psychologists55 cited
    • 2009Changing the probability versus changing the reward47 cited
    • 2010Framing effects in public goods: Prospect Theory and experimental evidence44 cited
    • 2017Be patient when measuring hyperbolic discounting: Stationarity, time consistency and time invariance in a field experiment39 cited
    • 2017Stake effects on ambiguity attitudes for gains and losses37 cited
    • 2009Impact of Presentation Format and Self-Reported Risk Aversion on Revealed Skewness Preferences27 cited
    • 2009Preference for Skew in Lotteries: Evidence from the Laboratory20 cited
    • 2022Experience of losses and aversion to uncertainty - experimental evidence from farmers in Mexico17 cited
    • 2012Rationalizing Organizational Change: A Need for Comparative Testing17 cited
    • 2016Expected Subjective Value Theory (ESVT): A Representation of Decision Under Risk and Certainty16 cited
    • 2017Let the sunshine in? The effects of luminance on economic preferences, choice consistency and dominance violations15 cited